Importing Textures from other .blend files
You can append all sort of things from one blend file to another. File>append>go to the file with what you want> enter it and you get a list (action, brush, camera..., texture), enter texture and you might find there. Other way, is to open the blend file with the HDRI, go to UV image editor, select the HDRI to view it, press F3 to export it, by doing that, you might edit it in external software, like Gimp, or similar.